+294.9%
SCHW vs EFX
+42.6%
+252.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.3% |
| 7D | -1.9% | -4.5% | +2.7% | -0.4% |
| 30D | -1.6% | -6.1% | +4.5% | +0.1% |
| 3M | +21.3% | +6.2% | +15.1% | +18.1% |
| 6M | +16.5% | -11.2% | +27.7% | +19.4% |
| YTD | +8.4% | -21.4% | +29.8% | +14.8% |
| 1Y | +15.6% | -34.3% | +49.9% | +29.5% |
| 3Y | +86.8% | -12.5% | +99.4% | +81.9% |
| 5Y | +60.5% | -35.6% | +96.1% | +70.1% |
| All | +294.9% | +42.6% | +252.3% | +208.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling